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Stochastic Dominance Option Pricing

- An Alternative Approach to Option Market Research

About Stochastic Dominance Option Pricing

This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets.

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  • Language:
  • English
  • ISBN:
  • 9783030115890
  • Binding:
  • Hardback
  • Pages:
  • 277
  • Published:
  • May 15, 2019
  • Edition:
  • 12019
  • Dimensions:
  • 148x210x0 mm.
  • Weight:
  • 524 g.
Delivery: 2-4 weeks
Expected delivery: December 12, 2024

Description of Stochastic Dominance Option Pricing

This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets.

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